Optimality of "full bang to reduce predicted miss" for some partially observed stochastic control problems -- On some approximation techniques in non-linear filtering -- Applications of Homogenization Theory to the control of flexible structures -- Control of Markov chains with long-run average cost criterion -- Automatic study in stochastic control -- Some results on Kolmogoroff equations for infinite dimensional stochastic systems -- Hamilton-Jacobi equations with constraints -- An approximate minimum principle for a partially observed Markov chain -- Generalized solutions in the optimal control of diffusions -- Consistency of maximum likelihood and pseudo-likelihood estimators for Gibbs Distributions -- Brownian models of queueing networks with heterogeneous customer populations -- Non-linear filtering - the degenerate case -- The asymptotic behaviour of the maximum likelihood estimates for a class of diffusion processes -- The filtering problem for infinite dimensional stochastic processes -- Stochastic control under finite-fuel constraints -- Recent advances in the theory of stochastic adaptive control -- Almost optimal controls for wideband noise driven systems -- Asymptotic solutions of bandit problems -- Viscosity solutions of second-order equations, stochastic control and stochastic differential games -- On the memory length of the optimal nonlinear filter -- Implementation issues for Markov decision processes -- Navigating and stopping multi-parameter bandit processes -- Bounded variation control of a damped linear oscillator under random disturbances -- The support of the law of a filter in C? topology -- Existence of densities for statistics in the cubic sensor problem -- Piecewise linear filtering -- Quick simulation of excessive backlogs in networks of queues -- On some perturbation problems in optimal stopping and impulse control -- Optimal control of jump-markov processes and viscosity solutions -- An introduction to singular stochastic control -- Scheduling, routing, and flow control in stochastic networks -- Product expansions of exponential Lie Series and the discretization of stochastic differential equations -- A survey of large time asymptotics of simulated annealing algorithms -- Stochastic scheduling on parallel processors and minimization of concave functions of completion times.